Every once in a while I find myself wondering how I missed something. Bob (Bobcat) Goldthwait is certainly much more well known as a comedian and actor than as a director. Nonetheless, I have seen a film both written and directed by Bobcat that should be on your queue.
The film is called Stay (or Sleeping Dogs Lie).
You cannot expect before you see this film. It reaches into the depths of human emotion as only a true dark comedy can. It will bring you to many highs and lows in the terrain of human relations, and you will find yourself musing philosophical throughout.
In the place of the sort of antics for which you may fondly remember Bobcat, you will find a mature comedy about the complexities of interpersonal relationships, the truth, and how we cope with living and dying.
I can happily recommend this strong independent film. Way to go, Bob.